+4,770.1%
DELL vs AEIS
+608.3%
+4,161.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.7% |
| 7D | +25.6% | +8.1% | +17.5% | +21.6% |
| 30D | +17.7% | -11.1% | +28.8% | +23.2% |
| 3M | +33.4% | -5.6% | +39.1% | +35.0% |
| 6M | +266.2% | -0.6% | +266.8% | +255.1% |
| YTD | +328.0% | +38.0% | +290.0% | +255.3% |
| 1Y | +339.6% | +87.2% | +252.3% | +215.9% |
| 3Y | +694.6% | +179.7% | +514.9% | +373.5% |
| 5Y | +1,122.0% | +241.7% | +880.2% | +558.7% |
| 10Y | +4,062.5% | +547.2% | +3,515.3% | +1,484.5% |
| All | +4,770.1% | +608.3% | +4,161.8% | +1,719.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling